Use the Black Scholes formula to value the following options: A call option written on a stock
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Question:
Use the BlackScholes formula to value the following options:
A call option written on a stock selling for $ per share with a $ exercise price. The stock's standard deviation is per month. The option matures in three months. The riskfree interest rate is per month.
A put option written on the same stock at the same time, with the same exercise price and expiration date.
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